S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.9104	6.23
$α$	0.2236	4.72
$β$	0.4025	4.11
$γ_{1}$	-0.3526	-1.71
$γ_{2}$	0.7814	2.61
$γ_{3}$	-1.0663	-5.38
$γ_{4}$	1.4431	7.65
$γ_{5}$	-1.1821	-5.27
$γ_{6}$	0.2678	0.81
$γ_{7}$	0.0979	0.23
$γ_{8}$	0.0635	0.17
$γ_{9}$	-0.2327	-0.90
$γ_{10}$	0.9658	3.05

V-Lab

GWR Group Limited Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:89.20% (-4.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GWR Group Limited Analyses